I just started Yakuza 0 and I've reached the karokee stage, the controls only show the X box controller and not the keyboard keys. Is this a bug?

Did you get a screen first that shows you a picture of a controller and some corresponding keyboard keys? I suspect you're supposed to make do with that.

I might have to try it again, I can't recall if I saw the keyboard keys. I think it just showed the gamepad buttons.

I just played Karaoke with a keyboard.
The game uses only the cursor key (left, right, up, down). The game shows which cursor key is used inside the button graphic.
Also, pushing the F9 key shows the help, which also shows using keys.